I'd like to meet again tomorrow, with the following dial-in information. Dial-in: US: 888 481 3032 Intl: 617 801 9600 Code: 8682747 Tuesday, 11:00 am - noon NY time. Agenda ====== - PositionReport message vs. ValuationReport message - when to use - converging content - Kick off planning for 2006 - AOB Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Tuesday, October 18, 2005 11:23 AM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG agenda 2005-10-18 - minutes / no meeting next week We were not able to resolve the issue with the equity underlyers due to insufficient attendance, but we concluded that this issue belongs as an FpML Coordination Committee issue rather than a PRWG issue. Marc will update the CC issues list. There will be no meeting next week due to conflicts. The next items for us to discuss include: - documenting when to use the PositionReporting message vs. the existing valuation message, and looking for more opportunities to rationalize these messages. As I don't expect much progress on this in the next couple of weeks, due to the FpML conference, etc., I probably won't call the next meeting for a few more weeks. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Marc Gratacos [mailto:MGratacos@xxxxxxxx] Sent: Tuesday, October 18, 2005 10:55 AM To: Brian Lynn Subject: RE: FpML-VALU40 PRWG agenda 2005-10-18 Brian, I'll be joining 10 minutes late. Apologies, -Marc -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Monday, October 17, 2005 3:59 PM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG agenda 2005-10-18 Dial-in: US: 888 481 3032 Intl: 617 801 9600 Code: 8682747 Tuesday, 11:00 am - noon NY time. Agenda: ====== Review inconsistency between valuation reporting for EQS single and basket underlyer. (see below for details). AOB. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Tuesday, October 11, 2005 11:23 AM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG minutes 2005-10-11 Attendees ========= Marc Henri Brian Regrets ======= Vlad Andrew P Pierre Actions from last week ====================== Marc reported on the status of converting the DSWG example into FpML valuation structures. There were some extensions in single underlyer and basket constituent for EQS. Marc circulated the example, but found some issues in doing this conversion. Specifically, the basket constituent underlyer price can hold quotation characteristics as in the DSWG, while this is not possible in the single underlyer structure. This information could be represented as a position valuation element, but this would be inconsistent with the basket. If this were done, there may be some redundancy between this new position valuation element and the rateOfReturn/initialPrice (formerly equityValuation/initialPrice) element. Marc will be publishing the FpML 4.2 working draft this week with the existing version of the example, but this issue remains open. Action: - Marc, Brian, Andrew P and Piere to discuss the remaining inconsistency on single vs. basket underlyer and agree on the resolution at next week's PRWG meeting. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Tuesday, October 11, 2005 8:28 AM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG agenda 2005-10-11 We'll meet briefly at the usual time to discuss progress on the actions from last week, on the usual number (see below). I can't locate last week's minutes, so perhaps I did not send them. The decisions and actions were: 1) not to proceed with the reporting level detail scheme 2) for Marc to convert the DSWG equity swaps examples to valuation measures, creating new valuation measures based on Brian's suggestions. Regards. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Monday, October 03, 2005 11:59 AM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG agenda 2005-10-04 Dial-in: US: 888 481 3032 Intl: 617 801 9600 Code: 8682747 Tuesday, 11:00 am - noon NY time. Agenda: ====== * Status of actions - Henri to update scheme for reporting detail level - Marc to clarify responsibilities for certain EQS DSWG pricing extensions * Reporting of underlyer prices for EQS (to meet DSWG requirements) - develop plan for addressing this. * AOB Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Tuesday, September 27, 2005 11:34 AM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG minutes 2005-09-27 Attendees ========= Henri Marc Brian Regrets ======= Pierre L. Mahmoud (to be off for a few months) Vlad Ayesha Status of actions ================= - Marc has sent updated versions of the schema and example, closing out that action. The example the FX rate updates, as well some EQD changes that have been agreed by that WG. - Henri has circulated a list of the scenarios with no examples. We reviewed the list and concluded that there are no missing examples for the scenarios that we currently have schemas defined for. - valuation input request still is waiting a message schema We discussed the amount of detail that can be requested and agreed that Henri will define coding scheme values for the "detail" element of the valuation set, and fill these values in the requests. Equity Derivatives DSWG support =============================== We discussed how some DSWG extensions in the area of EQS will be moved into FpML. These will be done as valuation items. Marc will follow up with Andrew P. to determine who will do this. Actions: ======== Henri set up valuation detail coding scheme & update examples Marc f/u with Andrew P on EQS DSWG extensions. Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com -----Original Message----- From: Brian Lynn [mailto:brian.lynn@xxxxxxxxxxxxxxxxxxx] Sent: Monday, September 26, 2005 1:40 PM To: valuation@xxxxxxxxxxxxxxxxxxxxxx Subject: FpML-VALU40 PRWG agenda 2005-09-27 Dial-in: US: 888 481 3032 Intl: 617 801 9600 Code: 8682747 Tuesday, 11:00 am - noon NY time. Agenda: ====== Status of actions - Marc to update schema & examples - schema done - Henri to circulate missing use case examples - done Discuss DSWG open items for EQD Plan for missing examples AOB Brian Lynn, CTO Global Electronic Markets, http://global-emarkets.com High-speed FpML matching, reconciliation, and validation: http://fpml-mediator.com --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx --------------------------------------------------------------------- To unsubscribe, e-mail: valuation-unsubscribe@xxxxxxxxxxxxxxxxxxxxxx For additional commands, e-mail: valuation-help@xxxxxxxxxxxxxxxxxxxxxx
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